The following pages link to Stochastic covariance models (Q2926309):
Displaying 13 items.
- Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317) (← links)
- Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (Q905380) (← links)
- Financial and risk modelling with semicontinuous covariances (Q2293145) (← links)
- Realized BEKK-CAW models (Q2693372) (← links)
- Supplementary variable technique in stochastic models (Q2711575) (← links)
- Stochastic regression model with dependent disturbances (Q2740103) (← links)
- Stochastic Multivariate Mixture Covariance Model (Q4687595) (← links)
- Real-time covariance estimation for the local level model (Q4979095) (← links)
- Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models (Q4997698) (← links)
- Including a Nugget Effect in Lifted Brownian Covariance Models (Q5139354) (← links)
- Bayesian semiparametric modeling of realized covariance matrices (Q5964748) (← links)
- A multivariate 4/2 stochastic covariance model: properties and applications to portfolio decisions (Q6158415) (← links)
- Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices (Q6635722) (← links)
